Nishant Kumar (Nish)

Quantitative Analyst and Python developer who traded Crude Oil futures and spread products and researched U.S. SOFR rate markets at a global proprietary trading firm. Builds the Python tools – backtesters, market-analytics dashboards, automation pipelines – that turn large historical datasets into trading decisions, backed by a Computer Science foundation in algorithms, data structures, and systems design.

Financial Markets Analyst - Futures First - Jaipur, India

(2025-07 - 2026-06)

• Traded Crude Oil futures, calendar spreads, and fly spreads across the CME and ICE exchanges, owning directional and relative-value risk in a live book through volatile market conditions.
• Researched and modeled U.S. SOFR rate products (SR1, SR3, ZQ), translating short-term rate dynamics into trading and hedging decisions.
• Architected Python-based backtesting infrastructure to systematically evaluate trading strategies against historical futures data, replacing manual validation with repeatable, data-driven testing.
• Applied quantitative analysis in Excel to size positions, assess risk, and support daily trading and scenario-planning decisions.
• Earned a performance bonus in the first trading trimester for P&L contribution and disciplined risk management.

B.Tech - Computer Science and Engineering - National Institute of Technology, Patna (2021 - 2025)